Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52264.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45899.54 Kr¶

PnL: ---------------------------------------> -823.06 Kr¶

DD now: ---------------------------------> -1.611 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 14:40:13.706027'

Anic Portfolio¶

Today¶

Return: -0.522 %¶

This Week¶

Return: -1.511 %¶

Total portfolio value¶

Return including deposits: 71.101 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 3.690000 4479.300000 159.300000 3.690000 4320.000000
Nederman Holding 11 1.760000 2222.000000 38.500000 1.760000 2183.500000
BHG Group 49 4.610000 667.380000 28.380000 4.440000 638.999984
NCC B 7 2.280000 659.750000 5.750000 0.880000 653.999997
Nolato B 12 0.650000 649.800000 4.200000 0.650000 645.600000
Profoto Holding 7 1.950000 585.200000 3.200000 0.550000 581.999999
SynAct Pharma 9 0.000000 645.300000 0.300000 0.050000 645.000003
Balco Group 39 2.020000 1873.950000 -1.050000 -0.060000 1874.999997
SCA A 4 -0.800000 597.600000 -1.400000 -0.230000 599.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Latour B 2 0.090000 445.800000 -3.200000 -0.710000 449.000000
BONESUPPORT HOLDING 10 -0.410000 1220.000000 -4.000000 -0.330000 1224.000000
Sdiptech B 3 0.960000 817.800000 -4.200000 -0.510000 822.000000
Addtech B 3 -0.260000 695.400000 -4.600000 -0.660000 699.999999
Addnode Group B 6 -0.640000 745.200000 -4.800000 -0.640000 750.000000
Investor B 3 -0.980000 649.050000 -6.450000 -0.980000 655.500000
Eastnine 6 -1.280000 650.400000 -6.600000 -1.000000 657.000000
Biotage 4 -1.320000 596.000000 -7.000000 -1.160000 603.000000
Humana 40 0.000000 661.600000 -12.400000 -1.840000 674.000000
Embracer Group B 26 -0.100000 649.480000 -12.520000 -1.890000 661.999988
Indutrade 5 -0.570000 1305.500000 -14.500000 -1.100000 1320.000000
Fortnox 10 -1.040000 648.200000 -19.800000 -2.960000 668.000000
Vitrolife 3 -1.560000 643.200000 -33.800000 -4.990000 677.000001
Lime Technologies 2 2.390000 558.000000 -35.000000 -5.900000 593.000000
Volati 5 -0.560000 537.000000 -37.000000 -6.450000 574.000000
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Xvivo Perfusion 3 -2.910000 799.500000 -45.500000 -5.380000 845.000001
Creades A 7 -8.800000 558.600000 -52.400000 -8.580000 610.999998
Ambea 68 -0.870000 2479.280000 -57.720000 -2.280000 2537.000032
Investor A 16 -1.100000 3465.600000 -79.400000 -2.240000 3545.000000
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 -0.160000 3808.000000 -108.000000 -2.760000 3916.000000
Gaming Innovation Group 161 -2.530000 4033.050000 -154.950000 -3.700000 4187.999942
Bactiguard Holding B 37 -9.090000 2738.000000 -222.000000 -7.500000 2960.000000
TOTAL 45899.540000 -823.060000 -1.61117% 46722.599938

Updated:¶

'2023-06-09 14:40:31.025278'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶